+17.9%
KDP vs STLD
+269.6%
-251.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.2% | +0.7% |
| 7D | +0.3% | -9.7% | +10.0% | +1.0% |
| 30D | +16.3% | -4.5% | +20.8% | +16.6% |
| 3M | +24.0% | -13.1% | +37.1% | +25.1% |
| 6M | +30.0% | -2.8% | +32.7% | +29.8% |
| YTD | +36.1% | +35.3% | +0.7% | +32.2% |
| 1Y | +46.8% | +51.4% | -4.5% | +41.3% |
| 3Y | +30.5% | +117.9% | -87.5% | +20.2% |
| 5Y | +17.9% | +272.6% | -254.7% | -1.7% |
| All | +17.9% | +269.6% | -251.7% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling